Pre-Market IV Report November 11, 2022

Market Rebellion

This article was last updated on 11/11/2022.

Pre-Market IV Report November 11, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: SI DWAC MSTR BITO TRQ BKLN EBIX XPOF FIGS MRTX ITUB

Stocks expected to have increasing option volume: TOST EDR COIN MSTR BABA JD TSLA

Option IV pulls back after sharp rally, China option IV

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 56. Call put ratio 1 call to 1.3 puts amid sharp rally.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 1 put amid sharp rally.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 2.3 puts amid sharp rally.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 91. Call put ratio 1.3 calls to 1 put amid sharp rally.

Alibaba (BABA) 30-day option implied volatility is at 68; compared to its 52-week range of 46 to 99. Call put ratio 2.5 calls to 1 put into shares up in premarket.

JD.com (JD) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 96. Call put ratio 2 calls to 1 put into shares up in premarket.

Option implied volatility for Home-Building Stocks

PulteGroup (PHM) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 94 as share rally. Call put ratio 1.6 calls to 1 put.

Toll Brothers (TOL) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 63 as shares rally. Call put ratio 1 call to 1.3 puts.

Beazer Homes (BZH) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 71 as shares rally.

Lennar (LEN) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 57 as shares rally.

D.R. Horton (DHI) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 55 as shares rally.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 49. Call put ratio 1 call to 1.8 puts as shares rally.

Home Depot (HD) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 46 as shares rally into quarter results.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 1.4 puts as shares rally into quarter results.

Option implied volatility for Gold stocks as gold near 11-week high

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 42; compared to its 52-week range 27 to 51 of as gold near 11-week high.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 16; compared to its 52-week range 13 to 31 of as gold near 11-week high.

Newmont Mining (NEM) 30-day option implied volatility is at 40; compared to its 52-week range 28 to 50 of as gold near 11-week high. Call put ratio 3.2 calls to 1 put.

Kinross Gold (KGC) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 65 as gold near 11-week high. Call put ratio 19.9 calls to 1 put.

Barrick Gold (GOLD) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 50 as gold near 11-week high. Call put ratio 3.4 calls to 1 put.

Yamana Gold (AUY) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 61 as gold near 11-week high. Call put ratio 5.1 calls to 1 put.

AngloGold Ashanti (AU) 30-day option implied volatility is at 49; compared to its 52-week range of 38 to 102 as gold near 11-week high.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 84; compared to its 52-week range of 53 to 101 as gold near 11-week high.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 94; compared to its 52-week range of 63 to 114 as gold near 11-week high.

iShares Gold Trust (IAU) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 41 as gold near 11-week high. Call put ratio 69 calls to 1 put.

Iam Gold (IAG) 30-day option implied volatility is at 100; compared to its 52-week range of 37 to 115 as gold near 11-week high. Call put ratio 10 calls to 1 put.

Royal Gold (RGLD) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 85.

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 57 as gold near 11-week high.

Straddle price into quarter results.

Tyson (TSN) November 67.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 14.

Nu Holdings (NU) November 4.5 straddle priced for a move of 18% into the expected release of quarter results after the bell on November 14.

Getty Images (GETY) November 5.5 straddle priced for a move of 22% into the expected release of quarter results after the bell on November 14.

Walmart (WMT) November 142 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 15.

Home Depot (HD) November 310 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on November 15.

Options with decreasing option implied volatility: VERU AFRM LYFT BILL RUM TWLO DASH VTNR PYPL U PLTR CLNE EXPE RKT COTY
Increasing unusual option volume: BBD BLMN DNUT MNTV EBIX MGNI MBI GFI
Increasing unusual call option volume: BBD MNTV EBIX UMC DNUT EWU MBI IGT
Increasing unusual put option volume: GFI DNUT ITUB DOCS OSH IBB URA NU SI
Popular stocks increasing volume: CVNA BA BABA DIS SNAP COIN BAC NIO
Active options: TSLA AMZN AAPL META NVDA AMD MSFT GOOGL AMC DIS F SNAP COIN GOOG BAC NIO NFLX CVNA BA BABA
Global S&P Futures mixed to higher in premarket, Nikkei up 3%, DAX up 0.7%, WTI Crude oil recently at $89, natural gas down 1%, gold at $1768

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